DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) $ in Thousands	6 Months Ended
Mar. 31, 2020 USD ($)
Credit Risk Exposure [Line Items]
Gross Credit Exposure	$ 198,732
Investment grade
Credit Risk Exposure [Line Items]
Gross Credit Exposure	125,043
Noninvestment grade
Credit Risk Exposure [Line Items]
Gross Credit Exposure	12,310
Internally rated investment grade
Credit Risk Exposure [Line Items]
Gross Credit Exposure	28,499
Internally rated noninvestment grade
Credit Risk Exposure [Line Items]
Gross Credit Exposure	$ 32,880

Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 21
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13537-108611

Name:	us-gaap_ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposure
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration